Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate ...
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Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.
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Seller's Description:
New. Trade paperback (US). 240 p. International Symposia in Economic Theory and Econometrics . 27 Tables, unspecified; 16 Line drawings, unspecified. Intended for professional and scholarly audience.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Contains: Line drawings, Tables. International Symposia in Economic Theory and Econometrics . 16 b/w illus. 27 tables. Intended for professional and scholarly audience.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Contains: Line drawings, Tables. International Symposia in Economic Theory and Econometrics . 16 b/w illus. 27 tables. Intended for professional and scholarly audience.
